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Strong convergence of ρ˜-mixing random sequences

Pingping Zhong, Yuesheng Song and Weiguo Yang

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 11, 2592-2598

Abstract: The strong limit theory is one of the most important problems in the probability theory. Some results on the convergence of ρ˜-mixing random sequences have been presented. In this paper, we study the almost sure convergence for ρ˜-mixing random sequences. As a result, we generalize partial results of Wu and Jiang [Wu, Q. Y., and Y. Y. Jiang. 2008. Some strong limit theorems for q˜-mixing sequences of random variables. Statistics & Probability Letters 78:1017–23.]. We obtain the mainstream and some corresponding conclusions by using truncation methods and the generalized three-series theorem. A known result is generalized in this paper.

Date: 2021
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DOI: 10.1080/03610926.2019.1673415

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